+338.3%
PSX vs JBHT
+186.6%
+151.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -7.8% | +0.9% | -8.7% | -8.1% |
| 30D | -9.9% | -1.1% | -8.8% | -9.8% |
| 3M | +16.9% | -14.8% | +31.7% | +22.7% |
| 6M | +48.0% | -7.4% | +55.4% | +49.3% |
| YTD | +98.3% | +17.3% | +81.0% | +79.8% |
| 1Y | +86.2% | +35.3% | +50.8% | +58.9% |
| 3Y | +144.0% | +33.9% | +110.0% | +101.7% |
| 5Y | +287.7% | +22.5% | +265.2% | +219.0% |
| 10Y | +338.3% | +181.3% | +157.0% | +123.1% |
| All | +338.3% | +186.6% | +151.7% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling